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    Cartea &amp; Penalva, 2012, Where is the value in high frequency trading? <a href="http://dx.doi.org/10.1142/S2010139212500140"> Online Copy</a>
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    Gatev, Goetzmann, &amp; Rouwenhorst, 2006, Pairs trading: Performance of a relative-value arbitrage rule. The Review of Financial Studies, 19(3), 797–827. <a href="http://dx.doi.org/10.1093/rfs/hhj020"><strong>Online Copy</strong></a>
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    Engle and Granger, Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. <strong><a href="http://dx.doi.org/10.2307/1913236"><strong>Online Copy</strong></a>
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